Soc. Generale Call 45.61 OMV 20.09.2024
/ DE000SW1ZTF5
Soc. Generale Call 45.61 OMV 20.0.../ DE000SW1ZTF5 /
| 2024-06-05 10:15:48 AM |
Chg.- |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.083EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
45.61 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZTF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.61 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-06-05 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
43.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-0.46 |
| Time value: |
0.10 |
| Break-even: |
46.56 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
11.11% |
| Delta: |
0.28 |
| Theta: |
-0.01 |
| Omega: |
12.23 |
| Rho: |
0.03 |
Quote data
| Open: |
0.083 |
| High: |
0.083 |
| Low: |
0.083 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.55% |
| 1 Month |
|
|
-51.18% |
| 3 Months |
|
|
+29.69% |
| YTD |
|
|
-24.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.083 |
| 1M High / 1M Low: |
0.190 |
0.083 |
| 6M High / 6M Low: |
0.190 |
0.059 |
| High (YTD): |
2024-05-15 |
0.190 |
| Low (YTD): |
2024-03-07 |
0.059 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.104 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.12% |
| Volatility 6M: |
|
202.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
